| Trading Metrics calculated at close of trading on 12-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2018 |
12-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
1,675.1 |
1,681.7 |
6.6 |
0.4% |
1,653.9 |
| High |
1,683.9 |
1,692.3 |
8.4 |
0.5% |
1,686.2 |
| Low |
1,671.7 |
1,677.4 |
5.7 |
0.3% |
1,646.6 |
| Close |
1,681.7 |
1,686.4 |
4.7 |
0.3% |
1,676.4 |
| Range |
12.2 |
14.9 |
2.7 |
22.1% |
39.6 |
| ATR |
17.2 |
17.1 |
-0.2 |
-1.0% |
0.0 |
| Volume |
280,659 |
189,715 |
-90,944 |
-32.4% |
303,499 |
|
| Daily Pivots for day following 12-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,730.1 |
1,723.1 |
1,694.6 |
|
| R3 |
1,715.2 |
1,708.2 |
1,690.5 |
|
| R2 |
1,700.3 |
1,700.3 |
1,689.1 |
|
| R1 |
1,693.3 |
1,693.3 |
1,687.8 |
1,696.8 |
| PP |
1,685.4 |
1,685.4 |
1,685.4 |
1,687.1 |
| S1 |
1,678.4 |
1,678.4 |
1,685.0 |
1,681.9 |
| S2 |
1,670.5 |
1,670.5 |
1,683.7 |
|
| S3 |
1,655.6 |
1,663.5 |
1,682.3 |
|
| S4 |
1,640.7 |
1,648.6 |
1,678.2 |
|
|
| Weekly Pivots for week ending 08-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,788.5 |
1,772.1 |
1,698.2 |
|
| R3 |
1,748.9 |
1,732.5 |
1,687.3 |
|
| R2 |
1,709.3 |
1,709.3 |
1,683.7 |
|
| R1 |
1,692.9 |
1,692.9 |
1,680.0 |
1,701.1 |
| PP |
1,669.7 |
1,669.7 |
1,669.7 |
1,673.9 |
| S1 |
1,653.3 |
1,653.3 |
1,672.8 |
1,661.5 |
| S2 |
1,630.1 |
1,630.1 |
1,669.1 |
|
| S3 |
1,590.5 |
1,613.7 |
1,665.5 |
|
| S4 |
1,550.9 |
1,574.1 |
1,654.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,692.3 |
1,664.6 |
27.7 |
1.6% |
15.5 |
0.9% |
79% |
True |
False |
151,079 |
| 10 |
1,692.3 |
1,628.0 |
64.3 |
3.8% |
17.3 |
1.0% |
91% |
True |
False |
77,475 |
| 20 |
1,692.3 |
1,596.6 |
95.7 |
5.7% |
15.5 |
0.9% |
94% |
True |
False |
38,770 |
| 40 |
1,692.3 |
1,532.2 |
160.1 |
9.5% |
17.4 |
1.0% |
96% |
True |
False |
19,395 |
| 60 |
1,692.3 |
1,488.2 |
204.1 |
12.1% |
20.4 |
1.2% |
97% |
True |
False |
12,944 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,755.6 |
|
2.618 |
1,731.3 |
|
1.618 |
1,716.4 |
|
1.000 |
1,707.2 |
|
0.618 |
1,701.5 |
|
HIGH |
1,692.3 |
|
0.618 |
1,686.6 |
|
0.500 |
1,684.9 |
|
0.382 |
1,683.1 |
|
LOW |
1,677.4 |
|
0.618 |
1,668.2 |
|
1.000 |
1,662.5 |
|
1.618 |
1,653.3 |
|
2.618 |
1,638.4 |
|
4.250 |
1,614.1 |
|
|
| Fisher Pivots for day following 12-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,685.9 |
1,683.9 |
| PP |
1,685.4 |
1,681.5 |
| S1 |
1,684.9 |
1,679.0 |
|